RWO Options History — April 2022

In April 2022, RWO traded between $51.57 and $55.04. ATM implied volatility averaged 26.9%, placing in the 46.2% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 10.2% (HV 20d: 16.7%). Max pain ranged from $53.00 to $55.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 1.09.

Notable Days

2022-04-12: Highest Volume — 10 contracts
2022-04-11: Largest IV spike — 86.7% change
2022-04-11: Highest IV Rank — 100.0%
2022-04-29: Largest Expected Move — 7.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$53.84	$51.57	$55.04	$54.79	$51.57
Max Pain	$54.50	$53.00	$55.00	$55.00	$55.00
ATM IV	26.9%	16.3%	50.0%	28.1%	26.2%
Expected Move	5.9%	4.7%	7.5%	5.0%	7.5%
HV 20d	16.7%	13.4%	19.2%	19.2%	17.9%
HV 60d	17.5%	17.1%	18.7%	17.4%	18.7%
IV Rank	46.2%	18.7%	100.0%	52.5%	42.7%
IV Percentile	74.8%	17.1%	100.0%	92.1%	86.5%
Term Structure	-1.4%	-8.2%	2.5%	-7.9%	-0.8%
VWIV	21.6%	15.9%	27.9%	19.0%	27.9%
Skew 25d	5.0%	-0.4%	16.3%	6.0%	-0.4%
Skew 10d	7.3%	-6.1%	17.5%	5.7%	6.2%
Call IV 25d	24.1%	11.9%	33.5%	33.5%	32.8%
Put IV 25d	29.0%	19.9%	39.5%	39.5%	32.4%
Bid-Ask Spread %	129.50	117.06	150.88	118.25	131.65
Gamma HHI	0.52	0.37	0.64	0.42	0.56
Net GEX	376	-321	751	402	375
Net DEX	-7.3K	-16.7K	3.6K	-16.7K	661
Net VEX	-45	-61	-34	-42	-34
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.09	0.40	1.67	0.40	1.67
Total Volume	7.55	0	10	7	8
Total OI	6.75	5	10	7	5

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-04-01	$54.79	$55.00	28.1%	5.0%	19.2%	52.5%	19.0%	6.0%	-7.9%	402	-16.7K	-42	0.40	118.25	N/A	N/A	5	2	5	2
2022-04-04	$54.53	$55.00	34.5%	6.8%	18.0%	69.6%	24.2%	4.1%	-1.7%	567	-15.5K	-47	0.40	124.15	N/A	N/A	5	2	5	2
2022-04-05	$54.21	$55.00	33.9%	5.2%	18.3%	68.0%	21.4%	2.6%	0.6%	554	-15.8K	-46	0.40	130.01	N/A	N/A	5	2	5	2
2022-04-06	$54.40	$55.00	33.2%	6.0%	16.7%	66.1%	21.9%	2.4%	-3.8%	627	-15.6K	-45	0.40	139.81	N/A	N/A	5	2	5	2
2022-04-07	$54.33	$55.00	31.5%	5.7%	16.5%	61.6%	17.0%	2.5%	1.7%	698	-14.4K	-45	0.40	131.78	N/A	N/A	5	2	5	2
2022-04-08	$54.14	$55.00	26.8%	4.8%	16.4%	48.8%	15.9%	9.3%	0.7%	751	-15.1K	-44	0.40	117.06	N/A	N/A	5	2	5	2
2022-04-11	$53.57	$55.00	50.0%	6.8%	16.8%	100.0%	21.2%	4.3%	1.9%	626	-14.1K	-44	0.40	125.93	N/A	N/A	5	2	5	2
2022-04-12	$53.39	$55.00	48.3%	5.7%	16.9%	96.1%	21.0%	5.8%	-1.4%	534	-13.5K	-44	1.00	130.65	N/A	N/A	5	5	5	2
2022-04-13	$53.91	$53.00	21.1%	6.1%	16.7%	30.4%	23.1%	6.8%	-3.1%	-321	-7.6K	-61	1.00	137.78	N/A	N/A	5	5	5	5
2022-04-14	$53.92	$53.00	20.8%	6.0%	16.2%	29.5%	21.4%	3.4%	-0.9%	-172	-8.3K	-61	1.00	132.21	N/A	N/A	5	5	5	5
2022-04-18	$53.43	$53.00	19.0%	5.4%	16.5%	25.2%	21.5%	6.7%	1.3%	-300	3.6K	-60	1.67	124.65	N/A	N/A	3	5	3	5
2022-04-19	$54.28	$53.00	19.8%	5.7%	16.7%	27.1%	18.8%	8.4%	-0.4%	-195	2.4K	-56	1.67	126.78	N/A	N/A	3	5	3	5
2022-04-20	$55.04	$53.00	22.0%	6.3%	17.1%	32.6%	18.9%	10.3%	-1.6%	-53	-1.0K	-56	1.67	126.02	N/A	N/A	3	5	3	5
2022-04-21	$54.73	$55.00	16.3%	4.7%	16.3%	18.7%	21.4%	4.8%	0.8%	648	-6.5K	-39	1.67	127.40	N/A	N/A	3	5	3	2
2022-04-22	$53.97	$55.00	24.1%	6.9%	17.3%	37.6%	25.1%	2.3%	-8.2%	651	-3.7K	-39	1.67	129.57	N/A	N/A	3	5	3	2
2022-04-25	$53.60	$55.00	21.4%	6.1%	16.9%	31.1%	25.4%	1.4%	-3.5%	509	-1.9K	-36	1.67	126.20	N/A	N/A	3	5	3	2
2022-04-26	$52.92	$55.00	22.8%	6.5%	17.3%	34.3%	26.1%	16.3%	-1.4%	592	-2.2K	-37	1.67	130.02	N/A	N/A	3	5	3	2
2022-04-27	$52.81	$55.00	19.6%	5.6%	13.4%	26.6%	0.0%	-0.3%	2.5%	607	151	-35	0.00	150.88	N/A	N/A	0	0	3	2
2022-04-28	$53.34	$55.00	19.3%	5.5%	13.7%	25.9%	19.6%	2.3%	-1.7%	423	-1.7K	-36	1.67	129.15	N/A	N/A	3	5	3	2
2022-04-29	$51.57	$55.00	26.2%	7.5%	17.9%	42.7%	27.9%	-0.4%	-0.8%	375	661	-34	1.67	131.65	N/A	N/A	3	5	3	2